+17.4%
PM vs ECHO
+40.1%
-22.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.9% | +3.4% | -8.3% | -4.8% |
| 30D | -3.4% | +2.4% | -5.7% | -3.4% |
| 3M | +5.2% | -28.0% | +33.1% | +5.4% |
| 6M | +3.7% | -21.2% | +25.0% | +3.7% |
| YTD | +15.8% | -17.4% | +33.2% | +15.6% |
| 1Y | +17.4% | +33.6% | -16.2% | +14.8% |
| All | +17.4% | +40.1% | -22.8% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling